+10.7%
CP vs NVMI
-36.0%
+46.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.9% |
| 7D | +0.9% | +16.9% | -16.0% | +1.0% |
| 30D | +10.3% | -4.3% | +14.6% | +10.6% |
| 3M | +2.3% | -19.3% | +21.6% | +2.7% |
| 6M | +10.7% | -33.6% | +44.3% | +10.8% |
| All | +10.7% | -36.0% | +46.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling